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Full text of "Treatise On Analysis Vol-Ii"

174       XIII    INTEGRATION

The function /# is measurable (13.9.8.1) and we have

) /(*)$<*) ^

almost everywhere. Hence /# is integrable (13.9.13), and the inequalities

(13.12.2.1) follow. On the other hand, the function Mm(f)g fg is defined
almost everywhere and equal  to   (Mn(f)f)g, hence is almost every-
where ^0 in X. Hence the relation J (M^/) f)gdn = 0 implies that
(MooC/) f)g is negligible, which completes the proof.

In particular, if A is any integrable set, we have

(13.12.2.2)               m^/MA) g f /dp 

A

For any function /on X with values in R or C, we put N^/) = Mw(\f\) if
H*Q9 and NJ/) = 0 if ju = 0. By virtue of (13.12.1), the set.J??(X,/i)
(resp. ^^(X, /z)) of real-valued (resp. complex- valued) measurable functions
on X such that N^/) < -f oo is a real (resp. complex) vector space, and
Nro is a seminorm on this space. The set of functions / such that N .,(/) = 0
is once again the vector subspace Jf of negligible functions. The quotient
of 3? (X, u) (resp. J^c^X, /*)) by this subspace is therefore the space of
equivalence classes f of measurable functions bounded in measure. It is de-
noted by L(X, ju), or simply by LGu) or L (resp. L(X, /x), or Lg*0*) or
L). The number N^C/) is the same for all functions /belonging to the same
class /e LR (resp. /e LC); it is denoted also by N ,(/), and the function
f) is a worm on L (resp. L). Clearly we have L% = L  /Lg3 .

(13.12.3)    For a sequence (/) in ?$ (resp. jSf^) ro converge to a function f,
it is necessary and sufficient that fn(x) should tend uniformly to f(x) in the
complement of a negligible set.

The condition is clearly sufficient. Conversely, if lim N^/  /)  0, then

n-* oo

for each integer m there exists a negligible set Hm and an integer n0 such that,
for all 7i ^ OJ we have |/(jc) -/B(JC)| g l/m for all ^ e ()Hm. The union H
of the sets Hm is negligible, and fn(x) tends to /(x) uniformly in (}H.

(13.12.4)    J/ze normed space L(X, /i) (resp. L(X, M)) w complete (i.e., a
Banach space).

Let (/) be a sequence such that (/w) is a Cauchy sequence in L^P (resp.
LC). For each integer n*tl, there exists an integer kn such thatave wsjs g w,/t for 0 <l ^ ^ t. If 0 < p < 1, use